+764.3%
ENTG vs XPO
+1,517.7%
-753.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.5% |
| 7D | +5.1% | -1.3% | +6.5% | +5.8% |
| 30D | -8.5% | -10.4% | +1.8% | -3.6% |
| 3M | +6.7% | -15.7% | +22.4% | +15.6% |
| 6M | +17.7% | -6.3% | +24.1% | +21.3% |
| YTD | +63.5% | +34.2% | +29.3% | +42.9% |
| 1Y | +73.6% | +39.9% | +33.6% | +47.7% |
| 3Y | +44.6% | +155.2% | -110.7% | -8.3% |
| 5Y | +16.1% | +264.7% | -248.6% | -40.1% |
| All | +764.3% | +1,517.7% | -753.5% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling